Related papers: Accelerated first-passage dynamics in a non-Markov…
We study the chaotic motion of a semi-classical optomechanical system coupled to a non-Markovian environment with a finite correlation time. We show that the non-Markovian environment can significantly enhance chaos, by studying the…
Jamming transition in traffic flow (between free and jammed traffic) for homogeneous car following model has been investigated taking into account fluctuations of characteristic acceleration/braking time. These fluctuations are defined by…
We study the dynamical properties of an active particle subject to a swimming speed explicitly depending on the particle position. The oscillating spatial profile of the swim velocity considered in this paper takes inspiration from…
The dynamical evolution of dislocations in plastically deformed metals is controlled by both deterministic factors arising out of applied loads and stochastic effects appearing due to fluctuations of internal stress. Such type of stochastic…
\noindent \textbf{Abstract}: We consider the parameter estimation problem for the Ornstein-Uhlenbeck process $X$ driven by a fractional Ornstein-Uhlenbeck process $V$, i.e. the pair of processes defined by the non-Markovian continuous-time…
Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…
We present the extension of a modeling technique for Lagrangian tracer particles [B. Viggiano et al., J. Fluid Mech.(2020), vol. 900, A27] which accounts for the effects of particle inertia. Thereby, the particle velocity for several Stokes…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…
We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…
Self-propelled particles, which convert energy into mechanical motion, exhibit inertia if they have a macroscopic size or move inside a gaseous medium, in contrast to micron-sized overdamped particles immersed in a viscous fluid. Here we…
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.
Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…
Microscopic swimming particles, which dissipate energy to execute persistent directed motion, are a classic example of a non-equilibrium system. We investigate the non-interacting Ornstein--Uhlenbeck Particle (OUP), which is propelled…
We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength…
Identifying the full entropy production of active particles is a challenging task. We introduce a microscopic, thermodynamically consistent model, which leads to active Ornstein-Uhlenbeck statistics in the continuum limit. Our minimal model…
Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…
We study the glassy dynamics taking place in dense assemblies of athermal active particles that are driven solely by a nonequilibrium self-propulsion mechanism. Active forces are modeled as an Ornstein-Uhlenbeck stochastic process,…
Given the observation of a high-dimensional Ornstein-Uhlenbeck (OU) process in continuous time, we proceed to the inference of the drift parameter under a row-sparsity assumption. Towards that aim, we consider the negative log-likelihood of…
Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…
The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…